140 citations · 1.9k across the 86 of their papers we have counts for
22 papers · 1 filter
Interacting Particle Langevin Algorithm for Maximum Marginal Likelihood Estimation
Ö. Deniz Akyildiz, Francesca Romana Crucinio, Mark Girolami +2
We develop a class of interacting particle systems for implementing a maximum marginal likelihood estimation (MMLE) procedure to estimate the parameters of a latent variable model.…
Statistical Finite Elements via Langevin Dynamics
Ömer Deniz Akyildiz, Connor Duffin, Sotirios Sabanis +1
The recent statistical finite element method (statFEM) provides a coherent statistical framework to synthesise finite element models with observed data. Through embedding uncertain…
Semi-Exact Control Functionals From Sard's Method
Leah F. South, Toni Karvonen, Chris Nemeth +2
The numerical approximation of posterior expected quantities of interest is considered. A novel control variate technique is proposed for post-processing of Markov chain Monte Carl…
Stein Point Markov Chain Monte Carlo
Wilson Ye Chen, Alessandro Barp, François-Xavier Briol +4
An important task in machine learning and statistics is the approximation of a probability measure by an empirical measure supported on a discrete point set. Stein Points are a cla…
Hamiltonian Monte Carlo on Symmetric and Homogeneous Spaces via Symplectic Reduction
Alessandro Barp, Anthony Kennedy, Mark Girolami
The Hamiltonian Monte Carlo method generates samples by introducing a mechanical system that explores the target density. For distributions on manifolds it is not always simple to…
Rejoinder for "Probabilistic Integration: A Role in Statistical Computation?"
Francois-Xavier Briol, Chris J. Oates, Mark Girolami +2
This article is the rejoinder for the paper "Probabilistic Integration: A Role in Statistical Computation?" to appear in Statistical Science with discussion. We would first like to…